+104.8%
LSCC vs KMX
-14.8%
+119.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.9% |
| 7D | +7.0% | +3.4% | +3.6% | +5.7% |
| 30D | -2.3% | +6.8% | -9.1% | -5.5% |
| 3M | -12.5% | -11.4% | -1.1% | -9.5% |
| 6M | -10.6% | +43.6% | -54.2% | -24.3% |
| YTD | +52.7% | +37.7% | +15.0% | +27.5% |
| 1Y | +74.0% | +53.0% | +21.0% | +38.0% |
| 3Y | +104.8% | -16.3% | +121.1% | +114.8% |
| All | +104.8% | -14.8% | +119.6% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling